"Efficient frontier of utility and CVaR."

Harry Zheng (2009)

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DOI: 10.1007/S00186-008-0234-9

access: closed

type: Journal Article

metadata version: 2020-03-03

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Harry Zheng:
Efficient frontier of utility and CVaR. Math. Methods Oper. Res. 70(1): 129-148 (2009)

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